The record: counted, never forecast

What EdgeDepth actually is: a minute-by-minute record you can interrogate, not a crystal ball.

We don’t predict markets. We keep receipts on them.

The market-minute

The unit of the record is one market-minute: one market, one minute of its life. For every market-minute, EdgeDepth stores 33 readings: things like VPIN, book imbalance, open interest, funding and the state of the tape, each measured at that minute. Stack the minutes up and you get something you can ask questions of: every time these readings looked like this, what happened next?

The nightly rebuild and the record edge

Every night the record is rebuilt from raw captured market data, and its edge (the most recent finished minute it covers) moves forward. Research answers always come from the record edge backwards, so a result is never half-built data dressed up as history.

Same search, same bytes

Run a search today and it comes back with a reproducibility key. Run the same search next month, or from a different account, and the same key returns byte-identical results. A claim you cannot re-run is a story. Everything here is built to be re-run.

Replay is proof

Any minute the record can point at, the terminal can replay: the same trades, the same order book, tick by tick. When a scan says “this happened 89 times”, you can watch any of the 89 yourself rather than take the sentence on faith.

What we refuse to claim

The record supports exactly one kind of sentence: this condition was true N times, and here is what followed each time, out of how many chances. It does not support “this will happen again”, and we do not sell that sentence.

We refuse to claim what the record cannot support. It tells you what happened, out of how many chances. It never tells you what happens next.

See it live

Ask the record a question yourself.